Probabilistic representation for mild solution of the Navier-Stokes equations

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Abstract: This paper is based on a formulation of the Navier-Stokes equations developed by Iyer and Constantin cite{Cont} , where the velocity field of a viscous incompressible fluid is written as the expected value of a stochastic process. Our contribution is to establish this probabilistic representation formula for mild solutions of the Navier-Stokes equations on mathbbRd.


The author extends the approach by \textit{P. Constantin} and \textit{G. Iyer} [Commun. Pure Appl. Math. 61, No. 3, 330--345 (2008; Zbl 1156.60048); Ann. Appl. Probab. 21, No. 4, 1466--1492 (2011; Zbl 1246.76018)] to the Navier-Stokes system that involves a probabilistic Lagrangian representation formula making use of stochastic flows. These results are applicable to a more natural class of mild solutions instead of the case of previous works related to classical ones.











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